M Mandrykk Oct 1, 2013 #11 Yeah there is more slippage with the outrights but the BZ calendars are pretty much inline with ICE contract so don't worry too much about it if you're trading a single calendar. If you have any specific questions about a trade you can PM me.
Yeah there is more slippage with the outrights but the BZ calendars are pretty much inline with ICE contract so don't worry too much about it if you're trading a single calendar. If you have any specific questions about a trade you can PM me.
bone Oct 1, 2013 #12 Please make sure you chart the actual exchange supported spread - don't use synthetic month combinations. Check with your data provider.
Please make sure you chart the actual exchange supported spread - don't use synthetic month combinations. Check with your data provider.